George Jiang(University of Arizona) (avec/with Abdoul Sam)Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of YieldsDobrislav Dobrev (Northwestern University)Capturing Volatility from Large Price Moves : Generalized Range Theory and Applications

Gurdip Bakshi (University of Maryland) (avec/with Dilip Madan)Investor Heterogeneity, Long–Short Equity Positions, Aggregation, and the Non-Monotonicity of the Aggregate Marginal Rate of Substitution in the Price of Market-Equity